+103.2%
GLD vs MAS
+67.0%
+36.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +3.3% |
| 7D | -0.3% | +14.2% | -14.4% | -1.1% |
| 30D | -1.9% | +26.8% | -28.7% | -3.4% |
| 3M | -0.4% | +13.1% | -13.6% | -1.4% |
| 6M | -10.2% | +27.9% | -38.1% | -11.7% |
| YTD | -6.0% | +38.7% | -44.7% | -8.1% |
| 1Y | +2.8% | +40.4% | -37.6% | +0.5% |
| All | +103.2% | +67.0% | +36.2% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling